Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47373.52 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45978.54 Kr¶

PnL: ---------------------------------------> -910.03 Kr¶

DD now: ---------------------------------> -2.584 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:27:54.923245'

Anic Portfolio¶

Today¶

Return: -0.128 %¶

This Week¶

Return: -1.126 %¶

Total¶

Return: 55.089 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HMS Networks 2 16.830000 808.000000 135.000000 20.060000 673.000000
HEBA B 70 -0.750000 2768.500000 132.500000 5.030000 2636.000010
SAAB B 8 1.220000 3449.600000 72.600000 2.150000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.610000 394.400000 39.400000 11.100000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Corem Property Group B 59 -1.430000 608.290000 31.290000 5.420000 576.999999
Boozt 12 1.010000 1684.800000 30.800000 1.860000 1653.999996
AcadeMedia 12 -1.190000 578.640000 21.640000 3.890000 557.000004
Resurs Holding 22 -1.170000 594.880000 20.880000 3.640000 573.999998
Intrum 4 3.210000 547.200000 20.200000 3.830000 527.000000
Nordea Bank Abp 29 0.020000 3469.560000 15.560000 0.450000 3453.999992
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.280000 578.100000 14.100000 2.500000 564.000000
OEM International B 7 0.780000 541.800000 13.800000 2.610000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.100000 579.360000 9.360000 1.640000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
CTEK 13 1.720000 538.200000 4.200000 0.790000 533.999999
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.640000 2.640000 1.070000 246.000000
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Creaspac SPAC 6 0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.230000 541.000000 -5.000000 -0.920000 546.000000
Midsona B 63 1.680000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 -3.110000 541.800000 -32.200000 -5.610000 574.000000
International Petroleum Corp. 5 0.360000 554.500000 -40.070000 -6.740000 594.565215
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.610000 2870.400000 -100.600000 -3.390000 2971.000006
Fasadgruppen Group 35 0.000000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 1.540000 1424.700000 -239.300000 -14.380000 1663.999992
Axfood 13 -3.130000 3464.500000 -291.500000 -7.760000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45987.770000 -900.800000 -2.56455% 46888.564618

Updated:¶

'2023-01-26 15:27:02.881359'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶